Macro Prudential Stress Test Models A Survey
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Type: BOOK - Published: 2018-09-11 - Publisher: International Monetary Fund
Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer
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This paper explains specifics of stress testing at the IMF. After a brief section on the evolution of stress tests at the IMF, the paper presents the key steps
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The paper finds that supervisory stress tests are conducted in more than half of sub-Saharan African countries, particularly in western and southern Africa, and
Language: en
Pages: 84
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Type: BOOK - Published: 2014-07-22 - Publisher: International Monetary Fund
Over the last decade, stress testing has become a central aspect of the Fund’s bilateral and multilateral surveillance work. Recently, more emphasis has also
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Pages: 50
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In this paper, we survey the rapidly developing literature on macroprudential stress-testing models. The scope of the survey includes models of contagion betwee